| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| ASSESSING LONG‐RUN MONEY NEUTRALITY IN MONETARY UNIONS |
0 |
0 |
0 |
0 |
1 |
3 |
8 |
49 |
| Almost Unbiased Estimation in Simultaneous Equation Models With Strong and/or Weak Instruments |
0 |
0 |
0 |
18 |
1 |
4 |
10 |
85 |
| An analysis of extreme movements of exchange rates of the main currencies traded in the Foreign Exchange market |
0 |
0 |
0 |
40 |
2 |
2 |
7 |
125 |
| Analysing one-month Euro-market interest rates by fractionally integrated models |
0 |
0 |
0 |
40 |
2 |
3 |
11 |
244 |
| Another look about the evolution of the risk premium: a VAR-GARCH-M model |
0 |
0 |
0 |
112 |
6 |
6 |
15 |
311 |
| Asymptotic bias of GMM and GEL under possible nonstationary spatial dependence |
0 |
0 |
1 |
34 |
1 |
2 |
7 |
116 |
| Asymptotic inference for a sign-double autoregressive (SDAR) model of order one |
0 |
0 |
2 |
2 |
1 |
3 |
15 |
20 |
| Asymptotic normality of the MLE in the level-effect ARCH model |
0 |
0 |
0 |
1 |
2 |
3 |
12 |
32 |
| BIVARIATE ARCH MODELS: FINITE-SAMPLE PROPERTIES OF QML ESTIMATORS AND AN APPLICATION TO AN LM-TYPE TEST |
0 |
0 |
0 |
28 |
1 |
2 |
9 |
117 |
| Banking, currency, stock market and debt crises in Spain, 1850–1995 |
0 |
0 |
0 |
34 |
3 |
4 |
7 |
72 |
| Bootstrap refinements for QML estimators of the GARCH(1,1) parameters |
0 |
0 |
0 |
62 |
0 |
0 |
9 |
255 |
| Capital-Energy Relationships: An Analysis when Disaggregating by Industry and Different Types of Capital |
0 |
0 |
0 |
0 |
3 |
3 |
7 |
9 |
| Constrained k-class Estimators in the Presence of Weak Instruments |
0 |
0 |
0 |
10 |
2 |
4 |
11 |
84 |
| Domestic monetary transfers and the inland bill of exchange markets in Spain (1775-1885) |
0 |
0 |
0 |
51 |
6 |
11 |
14 |
431 |
| Editorial |
0 |
0 |
0 |
5 |
3 |
3 |
7 |
32 |
| Estimation, Testing, and Finite Sample Properties of Quasi-Maximum Likelihood Estimators in GARCH-M Models |
0 |
0 |
0 |
48 |
5 |
7 |
13 |
210 |
| Evolution over time of the determinants of preferences for redistribution and the support for the welfare state |
0 |
0 |
0 |
4 |
1 |
3 |
15 |
41 |
| Exchange Rate Movements, Stock Prices and Volatility in the Caribbean and Latin America |
0 |
0 |
0 |
27 |
1 |
2 |
5 |
109 |
| Extreme movements of the main stocks traded in the Eurozone: an analysis by sectors in the 2000's decade |
0 |
0 |
0 |
8 |
2 |
2 |
3 |
75 |
| Finite Sample Theory of QMLE in ARCH Models with Dynamics in the Mean Equation |
0 |
0 |
0 |
31 |
10 |
21 |
28 |
141 |
| Finite Sample Theory of QMLEs in ARCH Models with an Exogenous Variable in the Conditional Variance Equation |
0 |
0 |
0 |
38 |
4 |
5 |
16 |
180 |
| First and Second Order Asymptotic Bias Correction of Nonlinear Estimators in a Non-Parametric Setting and an Application to the Smoothed Maximum Score Estimator |
0 |
0 |
0 |
50 |
2 |
3 |
13 |
211 |
| Further Results on Pseudo‐Maximum Likelihood Estimation and Testing in the Constant Elasticity of Variance Continuous Time Model |
0 |
0 |
0 |
38 |
6 |
7 |
16 |
82 |
| HIGHER ORDER ASYMPTOTIC THEORY WHEN A PARAMETER IS ON A BOUNDARY WITH AN APPLICATION TO GARCH MODELS |
0 |
0 |
0 |
27 |
6 |
8 |
12 |
107 |
| Higher-order asymptotic properties of QML in [beta]-ARCH and [mu]-ARCH models |
0 |
0 |
0 |
28 |
0 |
3 |
9 |
107 |
| Improved instrumental variables estimation of simultaneous equations under conditionally heteroskedastic disturbances |
0 |
0 |
0 |
0 |
3 |
3 |
13 |
76 |
| Interaction between monetary policy and stock prices: a comparison between the Caribbean and the US |
0 |
0 |
0 |
46 |
1 |
1 |
2 |
187 |
| Interest rate volatility, asymmetric interest rate pass through and the monetary transmission mechanism in the Caribbean compared to US and Asia |
0 |
0 |
0 |
76 |
2 |
7 |
21 |
339 |
| Inversión privada, gasto publico e impuestos en la Unión Europea |
0 |
0 |
0 |
8 |
3 |
4 |
11 |
31 |
| Inversión privada, gasto público y presión tributaria en América Latina |
0 |
1 |
1 |
21 |
2 |
3 |
6 |
86 |
| Inversión privada, gasto público y presión tributaria en Ecuador |
0 |
0 |
1 |
6 |
1 |
4 |
8 |
30 |
| Is the Chinese crude oil spot price a good hedging tool for other crude oil prices, and in special for the main Russian oil benchmarks and during international sanctions? |
0 |
0 |
2 |
2 |
3 |
6 |
16 |
24 |
| Modeling the Volatility-Return Trade-Off When Volatility May Be Nonstationary |
0 |
0 |
0 |
35 |
1 |
5 |
10 |
121 |
| Partial maximum likelihood estimation of spatial probit models |
0 |
0 |
1 |
179 |
5 |
8 |
20 |
563 |
| Reconsidering the gains in efficiency from ML estimation versus OLS in ARCH models |
0 |
0 |
0 |
41 |
1 |
1 |
6 |
97 |
| Semiparametric inference in a GARCH-in-mean model |
0 |
0 |
0 |
62 |
4 |
5 |
12 |
276 |
| Small Sample Estimation Bias in GARCH Models with Any Number of Exogenous Variables in the Mean Equation |
0 |
0 |
1 |
64 |
6 |
16 |
28 |
262 |
| Testing of the mean reversion parameter in continuous time models |
0 |
0 |
1 |
11 |
5 |
6 |
13 |
79 |
| The Tail Behavior due to the Presence of the Risk Premium in AR-GARCH-in-Mean, GARCH-AR, and Double-Autoregressive-in-Mean Models* |
0 |
0 |
0 |
5 |
3 |
5 |
8 |
22 |
| The bias to order T-Â 2 for the general k-class estimator in a simultaneous equation model |
0 |
0 |
1 |
13 |
2 |
3 |
12 |
55 |
| The influence of extreme events such as Brexit and Covid-19 on equity markets |
0 |
0 |
0 |
3 |
2 |
7 |
12 |
24 |
| The use of bias correction versus the Jackknife when testing the mean reversion and long term mean parameters in continuous time models |
0 |
0 |
0 |
8 |
2 |
2 |
8 |
37 |
| Value at Risk and expected shortfall of firms in the main European Union stock market indexes: A detailed analysis by economic sectors and geographical situation |
0 |
0 |
0 |
16 |
1 |
1 |
6 |
88 |
| Value at Risk of the main stock market indexes in the European Union (2000–2012) |
0 |
0 |
0 |
31 |
0 |
1 |
12 |
126 |
| Volatility spill-overs in commodity spot prices: New empirical results |
0 |
0 |
0 |
65 |
4 |
5 |
11 |
264 |
| Voter decisions on eminent domain and police power reforms |
0 |
1 |
1 |
15 |
5 |
7 |
12 |
134 |
| XV Applied Economics Meeting |
0 |
0 |
0 |
3 |
1 |
1 |
8 |
34 |
| Total Journal Articles |
0 |
2 |
12 |
1,446 |
128 |
215 |
534 |
6,200 |
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